CSUS.L vs. SC0H.DE
CSUS.L (iShares VII plc - iShares MSCI USA ETF USD Acc) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds - CSUS.L tracks the Russell 1000 TR USD while SC0H.DE tracks the MSCI USA. Both are passively managed. Over the past 10 years, CSUS.L returned 15.12%/yr vs 15.33%/yr for SC0H.DE. A 0.67 correlation means they provide meaningful diversification when combined. CSUS.L charges 0.33%/yr vs 0.05%/yr for SC0H.DE.
Performance
CSUS.L vs. SC0H.DE - Performance Comparison
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Different Trading Currencies
CSUS.L is traded in USD, while SC0H.DE is traded in EUR. To make them comparable, the SC0H.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with CSUS.L having a 10.32% return and SC0H.DE slightly lower at 10.02%. Both investments have delivered pretty close results over the past 10 years, with CSUS.L having a 15.12% annualized return and SC0H.DE not far ahead at 15.33%.
CSUS.L
- 1D
- 0.06%
- 1M
- 4.70%
- YTD
- 10.32%
- 6M
- 10.98%
- 1Y
- 27.52%
- 3Y*
- 22.49%
- 5Y*
- 13.29%
- 10Y*
- 15.12%
SC0H.DE
- 1D
- 0.02%
- 1M
- 4.64%
- YTD
- 10.02%
- 6M
- 10.97%
- 1Y
- 27.49%
- 3Y*
- 22.43%
- 5Y*
- 13.53%
- 10Y*
- 15.33%
CSUS.L vs. SC0H.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUS.L iShares VII plc - iShares MSCI USA ETF USD Acc | 10.32% | 17.22% | 25.83% | 26.72% | -20.46% | 28.02% | 20.30% | 30.38% | -5.82% | 21.66% |
SC0H.DE Invesco MSCI USA UCITS ETF | 10.02% | 18.28% | 24.97% | 27.50% | -20.20% | 28.03% | 20.49% | 32.22% | -5.77% | 21.62% |
Correlation
The correlation between CSUS.L and SC0H.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.67 |
Over the past year, CSUS.L and SC0H.DE have become more correlated (0.91) than their long-term average of 0.67, meaning their price movements have been converging.
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Return for Risk
CSUS.L vs. SC0H.DE — Risk / Return Rank
CSUS.L
SC0H.DE
CSUS.L vs. SC0H.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and Invesco MSCI USA UCITS ETF (SC0H.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CSUS.L | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.14 | +0.16 |
| Martin ratioReturn relative to average drawdown | 13.91 | 13.08 | +0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSUS.L | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.34 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.83 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.92 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.87 | +0.25 |
Drawdowns
CSUS.L vs. SC0H.DE - Drawdown Comparison
The maximum CSUS.L drawdown since its inception was -34.38%, roughly equal to the maximum SC0H.DE drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for CSUS.L and SC0H.DE.
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Drawdown Indicators
| CSUS.L | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.38% | -34.67% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -8.71% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -19.83% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -25.20% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | -34.67% | +0.29% |
Current DrawdownCurrent decline from peak | -0.47% | -0.57% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -4.02% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.10% | -0.13% |
Volatility
CSUS.L vs. SC0H.DE - Volatility Comparison
iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) has a higher volatility of 3.25% compared to Invesco MSCI USA UCITS ETF (SC0H.DE) at 2.85%. This indicates that CSUS.L's price experiences larger fluctuations and is considered to be riskier than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUS.L | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 2.85% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 8.22% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 11.68% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 16.15% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.52% | +0.62% |
CSUS.L vs. SC0H.DE - Expense Ratio Comparison
CSUS.L has a 0.33% expense ratio, which is higher than SC0H.DE's 0.05% expense ratio.
Dividends
CSUS.L vs. SC0H.DE - Dividend Comparison
Neither CSUS.L nor SC0H.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, CSUS.L and SC0H.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.33% for CSUS.L.
CSUS.L tracks Russell 1000 TR USD, while SC0H.DE tracks MSCI USA. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.33% for CSUS.L and 0.05% for SC0H.DE.
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